From 5e7ece55d0d8bbb0974eb55658864ac0ca7b16af Mon Sep 17 00:00:00 2001 From: foolcage <5533061@qq.com> Date: Sun, 30 Jun 2019 17:59:02 +0800 Subject: [PATCH 01/32] add trading framework zvt which provides an uniform and scalable way to trading stocks and cryptocurrency --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 8556d89..83b92c3 100644 --- a/README.md +++ b/README.md @@ -64,6 +64,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. - [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style. - [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market. +- [zvt](https://github.com/zvtvz/zvt) - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime. - [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library. - [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading. - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. From f951bc0072e351628df47510b45699e3d3ff8740 Mon Sep 17 00:00:00 2001 From: Stephen Colebourne Date: Wed, 10 Jul 2019 11:51:13 +0100 Subject: [PATCH 02/32] Add Strata to Java section To the best of my knowledge Strata is now the main quant library for Java, and is still under active development. I believe JQuantlib has been inactive since 2015. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 8556d89..038fddd 100644 --- a/README.md +++ b/README.md @@ -260,6 +260,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Java +- [Strata](http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java. - [JQuantLib](http://www.jquantlib.org) - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. - [finmath.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. - [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading. From 4d0e93d70541a4b533e08b364f698a028b928e87 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Sat, 13 Jul 2019 12:40:10 +0200 Subject: [PATCH 03/32] Update README.md Add [aat](https://github.com/timkpaine/aat) from @timkpaine Add [backtesting.py](https://github.com/kernc/backtesting.py) from @kernc Add [catalyst](https://github.com/enigmampc/catalyst) from @enigmampc Add [zvt](https://github.com/zvtvz/zvt) from @zvtvz --- README.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/README.md b/README.md index 86a52b2..3cc1cac 100644 --- a/README.md +++ b/README.md @@ -71,6 +71,11 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) +- [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine +- [backtesting.py](https://github.com/kernc/backtesting.py) - Backtest trading strategies in Python +- [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python +- [zvt](https://github.com/zvtvz/zvt) - write trading algorithm once, run it on all markets + ### Risk Analysis From 7e15f7cddb19419dd09c62fc658230ed5e771286 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Sat, 13 Jul 2019 12:43:30 +0200 Subject: [PATCH 04/32] Update README.md Add https://github.com/twopirllc/pandas-ta from @twopirllc Add https://github.com/bukosabino/ta from @bukosabino --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 86a52b2..2a55817 100644 --- a/README.md +++ b/README.md @@ -59,6 +59,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library. - [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. +- [pandas-ta](https://github.com/twopirllc/pandas-ta) - An easy to use Python 3 Pandas Extension with 80+Technical Analysis Indicators +- [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python) - [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. - [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. - [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. From 35fe5ce7dd75f55a907027c9ee31f90d0cec23a1 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Sat, 13 Jul 2019 18:44:24 +0200 Subject: [PATCH 05/32] Update README.md --- README.md | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 86a52b2..6ff8a98 100644 --- a/README.md +++ b/README.md @@ -44,6 +44,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. - [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. +### Indicators +- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. +- [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators]( https://github.com/TulipCharts/tulipindicators)) + ### Trading & Backtesting - [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. @@ -58,7 +62,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. - [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library. - [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. -- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. - [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. - [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. - [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. From 52a429c2c1dd2ba530d1eaaaee63f96c3d99f183 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Sat, 13 Jul 2019 18:49:03 +0200 Subject: [PATCH 06/32] Update README.md Add [pyqstrat](https://github.com/abbass2/pyqstrat) from @abbass2 Add [NowTrade](https://github.com/edouardpoitras/NowTrade) from @edouardpoitras Add [pinkfish](https://github.com/fja05680/pinkfish) from @fja05680 --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index 86a52b2..e9f47d2 100644 --- a/README.md +++ b/README.md @@ -71,6 +71,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) +- [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies. +- [NowTrade](https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets. +- [pinkfish](https://github.com/fja05680/pinkfish) - A backtester and spreadsheet library for security analysis. + ### Risk Analysis From 29641b2ba38f4a11e90c8d1fd8255453c7391668 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Sun, 14 Jul 2019 07:22:30 +0200 Subject: [PATCH 07/32] Update README.md --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 3cc1cac..d988098 100644 --- a/README.md +++ b/README.md @@ -72,7 +72,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) - [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine -- [backtesting.py](https://github.com/kernc/backtesting.py) - Backtest trading strategies in Python +- [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python - [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python - [zvt](https://github.com/zvtvz/zvt) - write trading algorithm once, run it on all markets From dafb017e86f23538fea792fbbdb9ec2ba9af3d6b Mon Sep 17 00:00:00 2001 From: Alex Kwiatkowski Date: Mon, 30 Dec 2019 12:51:28 -0800 Subject: [PATCH 08/32] Add Elixir/Erlang section with tai --- README.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/README.md b/README.md index ad8ee36..3369d1f 100644 --- a/README.md +++ b/README.md @@ -14,6 +14,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Haskell](#haskell) - [Scala](#scala) - [Ruby](#ruby) +- [Elixir/Erlang](#elixirerlang) - [CSharp](#csharp) - [Frameworks](#frameworks) - frameworks that support different languages - [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples @@ -299,6 +300,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Ruby - [Jiji](https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API. +- +## Elixir/Erlang + +- [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. ## Frameworks From 4b627a1a117e03201b2fce9eb51aeba5dc5767a7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Z=C3=A9=20Vin=C3=ADcius?= Date: Tue, 18 Feb 2020 15:17:09 +0800 Subject: [PATCH 09/32] Update README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index ad8ee36..fe351a9 100644 --- a/README.md +++ b/README.md @@ -76,6 +76,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. +- [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0 - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) - [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies. - [NowTrade](https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets. From 1bc9346f1b11808b01b765fb7cd26fc4ca9f4fb8 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Mon, 24 Feb 2020 17:28:42 -0300 Subject: [PATCH 10/32] Removed zvt second mention --- README.md | 1 - 1 file changed, 1 deletion(-) diff --git a/README.md b/README.md index 3bb2a9f..98e3e24 100644 --- a/README.md +++ b/README.md @@ -85,7 +85,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine - [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python - [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python -- [zvt](https://github.com/zvtvz/zvt) - write trading algorithm once, run it on all markets ### Risk Analysis From 5f05b9c54cde7b63a2d25653e603d07607726076 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Mon, 24 Feb 2020 17:33:55 -0300 Subject: [PATCH 11/32] Removed pandas_talib duplicated --- README.md | 1 - 1 file changed, 1 deletion(-) diff --git a/README.md b/README.md index 98e3e24..c902544 100644 --- a/README.md +++ b/README.md @@ -63,7 +63,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. - [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library. - [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. -- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. - [pandas-ta](https://github.com/twopirllc/pandas-ta) - An easy to use Python 3 Pandas Extension with 80+Technical Analysis Indicators - [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python) - [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. From 190dbea4de31d8e8f6bed07678cd6695ec6c346a Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Tue, 25 Feb 2020 15:13:07 -0300 Subject: [PATCH 12/32] Added a few more projects --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index c902544..6d74f45 100644 --- a/README.md +++ b/README.md @@ -84,6 +84,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine - [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python - [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python +- [quantstats](https://github.com/ranaroussi/quantstats) - Portfolio analytics for quants, written in Python +- [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading +- [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] ### Risk Analysis @@ -326,3 +329,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. - [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. - [fecon235](https://github.com/rsvp/fecon235) - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. +- [Quantitative-Notebooks](https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy From f0b7c39742a479e2056f3989f2c294d70c28a3e1 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Sun, 1 Mar 2020 08:49:40 -0300 Subject: [PATCH 13/32] Included MetaTrade5 Terminal connector Issue #58 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6d74f45..f36c163 100644 --- a/README.md +++ b/README.md @@ -152,6 +152,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. - [IEX](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. - [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. +- [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal ### Excel Integration From 256cdff685cc99a323d6e7474f9b1af22cbecadb Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Sun, 1 Mar 2020 08:52:21 -0300 Subject: [PATCH 14/32] Added akshare Issue #61 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index f36c163..1a85950 100644 --- a/README.md +++ b/README.md @@ -153,6 +153,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [IEX](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. - [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. - [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal +- [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! ### Excel Integration From 423502809da874122ceadd71b17927a683ed9214 Mon Sep 17 00:00:00 2001 From: dpguthrie Date: Thu, 5 Mar 2020 14:41:30 -0700 Subject: [PATCH 15/32] Add yahooquery to Python Data Sources section --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 1a85950..18cfd37 100644 --- a/README.md +++ b/README.md @@ -154,6 +154,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. - [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal - [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! +- [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. ### Excel Integration From f76af29508d37b3d22a4ae548de245f759674c49 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Fri, 3 Apr 2020 07:12:27 -0300 Subject: [PATCH 16/32] Added freqtrade Issue #63 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 18cfd37..e9820a6 100644 --- a/README.md +++ b/README.md @@ -87,6 +87,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [quantstats](https://github.com/ranaroussi/quantstats) - Portfolio analytics for quants, written in Python - [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading - [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] +- [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot ### Risk Analysis From eabddb6e98a04353deed684d8462f795a2d0d714 Mon Sep 17 00:00:00 2001 From: Alex Kwiatkowski Date: Sun, 3 May 2020 14:52:03 -0700 Subject: [PATCH 17/32] Add workbench GUI tool to manage trading in the cloud --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index e9820a6..a991a0e 100644 --- a/README.md +++ b/README.md @@ -310,6 +310,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Elixir/Erlang - [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. +- [Workbench](https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster ## Frameworks From fef997035d253adcf808b26eb15f72eeccd3d512 Mon Sep 17 00:00:00 2001 From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com> Date: Sat, 9 May 2020 23:10:00 +0530 Subject: [PATCH 18/32] add Kelp bot to new Golang section --- README.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/README.md b/README.md index a991a0e..91f792f 100644 --- a/README.md +++ b/README.md @@ -15,6 +15,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Scala](#scala) - [Ruby](#ruby) - [Elixir/Erlang](#elixirerlang) +- [Golang](#golang) - [CSharp](#csharp) - [Frameworks](#frameworks) - frameworks that support different languages - [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples @@ -312,6 +313,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. - [Workbench](https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster +## Golang + +- [Kelp](https://github.com/stellar/kelp) - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI). + ## Frameworks - [QuantLib](https://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. From 490b7bc00a05e348a47cbc6bba404e9a9748064e Mon Sep 17 00:00:00 2001 From: Jan Date: Sun, 7 Jun 2020 10:22:55 +0200 Subject: [PATCH 19/32] Add DeepDow --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index a991a0e..84ff4ba 100644 --- a/README.md +++ b/README.md @@ -88,7 +88,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading - [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] - [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot - +- [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning ### Risk Analysis From 04cac8c375f225668e4737bff7c43453e6207f7a Mon Sep 17 00:00:00 2001 From: Alvaro Bartolome Date: Sun, 7 Jun 2020 11:58:15 +0200 Subject: [PATCH 20/32] included investpy among python data sources --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index a991a0e..b6877d3 100644 --- a/README.md +++ b/README.md @@ -156,6 +156,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal - [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! - [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. +- [investpy](https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! ### Excel Integration From 40d40776fc874306ce057a59641216ee1c1619a5 Mon Sep 17 00:00:00 2001 From: Chris Conlan Date: Sun, 7 Jun 2020 08:58:03 -0400 Subject: [PATCH 21/32] Adding my repo --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index a991a0e..dd317a7 100644 --- a/README.md +++ b/README.md @@ -88,7 +88,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading - [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] - [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot - +- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. ### Risk Analysis From a0991cc4f438d3acb3a9eceb9f0287480ae2f521 Mon Sep 17 00:00:00 2001 From: Andrew Schonfeld Date: Sun, 7 Jun 2020 21:34:36 -0400 Subject: [PATCH 22/32] Add D-Tale (pandas dataframe visualizer) to python visualization section --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index a991a0e..a1bd182 100644 --- a/README.md +++ b/README.md @@ -169,6 +169,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [expy](http://www.bnikolic.co.uk/expy/expy.html) - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions. - [pyxll](https://www.pyxll.com) - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. +### Visualization + +- [D-Tale](https://github.com/man-group/dtale) - Visualizer for pandas dataframes and xarray datasets. + ## R ### Numerical Libraries & Data Structures From 1d953b05688fe590a13059a0d56c01107995b20e Mon Sep 17 00:00:00 2001 From: Alexey Paramonov Date: Mon, 15 Jun 2020 00:24:29 +0200 Subject: [PATCH 23/32] yliveticker live data from yahoo finance websocket --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 1f2b696..cd177e5 100644 --- a/README.md +++ b/README.md @@ -159,6 +159,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! - [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. - [investpy](https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! +- [yliveticker](https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket. ### Excel Integration From 97c8c79378368507e97ad070f8d629b4dc63dfcb Mon Sep 17 00:00:00 2001 From: Ran Fan Date: Thu, 23 Jul 2020 12:24:49 +0800 Subject: [PATCH 24/32] Added bbgbridge - Easy to use Bloomberg Desktop API wrapper for Python --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index cd177e5..3164595 100644 --- a/README.md +++ b/README.md @@ -160,6 +160,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. - [investpy](https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! - [yliveticker](https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket. +- [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. ### Excel Integration From 2c6265bbe384f5dfc75a598233e8c95f3e587c7e Mon Sep 17 00:00:00 2001 From: Kevin Johnson Date: Tue, 25 Aug 2020 09:41:08 -0700 Subject: [PATCH 25/32] Description update for Pandas TA --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index cd177e5..3756f46 100644 --- a/README.md +++ b/README.md @@ -64,7 +64,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. - [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library. - [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. -- [pandas-ta](https://github.com/twopirllc/pandas-ta) - An easy to use Python 3 Pandas Extension with 80+Technical Analysis Indicators +- [Pandas TA](https://github.com/twopirllc/pandas-ta) - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. - [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python) - [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. - [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. From 9d0d9607ccd45dc9dd30f6966a28537cf90afe04 Mon Sep 17 00:00:00 2001 From: Peerchemist Date: Fri, 28 Aug 2020 15:36:46 +0200 Subject: [PATCH 26/32] add Finta library --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 9738ebd..76a6cb6 100644 --- a/README.md +++ b/README.md @@ -48,6 +48,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Indicators - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. +- [finta](https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas. - [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators]( https://github.com/TulipCharts/tulipindicators)) ### Trading & Backtesting From 8a5313400d4d53725b9aa182813642dba24f98aa Mon Sep 17 00:00:00 2001 From: Tim Paine Date: Thu, 17 Sep 2020 17:01:27 -0400 Subject: [PATCH 27/32] fix name, add alternative --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 76a6cb6..ad00e65 100644 --- a/README.md +++ b/README.md @@ -154,7 +154,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. - [pdblp](https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API. - [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. -- [IEX](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. +- [iexfinance](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. +- [pyEX](https://github.com/timkpaine/pyEX) - Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators. - [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. - [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal - [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! From c8dd89ee35a68526049984f9a09d3a5b92f8668e Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 28 Sep 2020 05:39:45 -0300 Subject: [PATCH 28/32] Added FinancePy --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 76a6cb6..a49efb2 100644 --- a/README.md +++ b/README.md @@ -45,6 +45,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [hasura/base-python-dash](https://platform.hasura.io/hub/projects/hasura/base-python-dash) - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python. - [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. - [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. +- [FinancePy](https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. +- [FinancePy-Examples](https://github.com/domokane/FinancePy-Examples) - Examples of how to use FinancePy ### Indicators - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. From a79ef70c6d784381ffd31cdef5c082530c3d34d9 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 8 Oct 2020 06:16:33 -0300 Subject: [PATCH 29/32] Added gs-quant --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 4be397b..94c538b 100644 --- a/README.md +++ b/README.md @@ -47,6 +47,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. - [FinancePy](https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. - [FinancePy-Examples](https://github.com/domokane/FinancePy-Examples) - Examples of how to use FinancePy +- [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance ### Indicators - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. From b4f0da56f33cae0a5e10e0c4d1426d47066a2da8 Mon Sep 17 00:00:00 2001 From: diogopublio Date: Tue, 3 Nov 2020 12:37:21 -0300 Subject: [PATCH 30/32] Update README.md --- README.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/README.md b/README.md index 94c538b..a0c7361 100644 --- a/README.md +++ b/README.md @@ -96,6 +96,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning + + ### Risk Analysis - [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. @@ -109,6 +111,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Factor Analysis - [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. +- [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester ### Time Series From 3a22c8b8894ea84026934e482cb7f21a51588d2e Mon Sep 17 00:00:00 2001 From: diogopublio Date: Tue, 3 Nov 2020 12:42:14 -0300 Subject: [PATCH 31/32] Update README.md --- README.md | 2 -- 1 file changed, 2 deletions(-) diff --git a/README.md b/README.md index a0c7361..671f7e3 100644 --- a/README.md +++ b/README.md @@ -96,8 +96,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning - - ### Risk Analysis - [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. From 7b7f394b74f791de9d45837e9747632106160f65 Mon Sep 17 00:00:00 2001 From: Eugene Prilepin Date: Thu, 10 Dec 2020 13:17:58 +0000 Subject: [PATCH 32/32] add mplfinance mplfinance - matplotlib utilities for the visualization, and visual analysis, of financial data. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 671f7e3..2f64613 100644 --- a/README.md +++ b/README.md @@ -183,6 +183,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Visualization - [D-Tale](https://github.com/man-group/dtale) - Visualizer for pandas dataframes and xarray datasets. +- [mplfinance](https://github.com/matplotlib/mplfinance) - matplotlib utilities for the visualization, and visual analysis, of financial data. ## R